Télécharger le livre :  Stochastic Optimal Control in Infinite Dimension
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Providing an introduction to stochastic optimal control in in?nite dimension, this book gives a complete account of the theory of second-order HJB equations in in?nite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control...

Editeur : Springer
Parution : 2017-06-22
Collection : Probability Theory and Stochastic Modelling
PDF, ePub

231,04